Why do submarines need to be pressurized?

Modern submarines have strong enough hulls that they do not need to be pressurized over normal atmospheric pressure. The shell of the ship does have to be "airtight" and able to resist the very high pressures found in deep water. The water outside the sub would otherwise enter and displace the lower-density air inside.

Divers use pressurized breathing gases when outside an enclosed hull, or their lungs would be crushed in. But breathing atmospheric gases under pressure has deleterious effects such as nitrogen narcosis, and gas bubbles in the blood (the bends).

There are submersible diving vehicles that use high pressure (helium) air mixes, so that there is no need for a decompression chamber, i.e. the pressure holds out any water and divers can come and go without spending time decompressing.